+57.0%
ISRG vs PLUG
-66.9%
+123.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.5% | +11.3% | +1.0% |
| 7D | -2.0% | -23.4% | +21.4% | -1.6% |
| 30D | +5.6% | -23.4% | +29.0% | +6.1% |
| 3M | +10.5% | -51.7% | +62.3% | +11.9% |
| 6M | +2.6% | -72.0% | +74.6% | +4.9% |
| YTD | -21.7% | -43.7% | +22.0% | -21.8% |
| 1Y | -21.6% | -55.4% | +33.9% | -21.3% |
| 3Y | +57.0% | -68.0% | +125.0% | +55.1% |
| All | +57.0% | -66.9% | +123.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling